Because it came to my inbox from the same email that they send the majority of their promos, wasn't sent to my junk mail by my security settings that are very high, is a page covered in other southwest promo's, links directly to their site with the terms and conditions of their contest, buttons for booking flights, cars and hotels that link directly to their site, and has a veritable plethora of other Southwest information.
It's not a phishing scam.